Michael J. Klass

1. On the Estimation of Security Price Volatilities from Historical Data
   1980/01/01 by Mark B. Garman, Michael J. Klass · 32 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Markets and Investment Strategies #Credit Risk and Financial Regulations
2. Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws
   2004/07/01 by Victor H. de la Pena, Victor H. de la Peña, Michael J. Klass +1 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Probability and Risk Models #Random Matrices and Applications #math.PR #msc:60E15 #msc:60G40. #msc:60G42 #msc:60G44